Fatigue is defined as a sensation of unusual whole-body tiredness and is a symptom that is prevalent in cancer patients. Significant correlations between fatigue and depression, sleep disturbances, and menopausal status have been documented in women with breast cancer. Increased functional capacity resulting from exercise training in cancer patients was accompanied by reduction in fatigue. This mitigation of fatigue may be due to changes in functional capacity or by decreased mood disturbances. The present pilot study is being undertaken to confirm the preliminary findings by the implementation of an independent home exercise in patients with cancer undergoing chemotherapy. This pilot study will recruit 10 patients undergoing chemotherapy and randomize them into two groups: one group will receive an intervention of education (Pro-self: Fatigue Program) plus systematic independent exercise training program; the other will continue their usual activities. The primary outcome measure is fatigue, as measured by self-report (Piper Fatigue Scale (PFSF) and a one-item Fatigue Intensity Scale (FIS). Secondary outcomes are cardiorespiratory fitness, muscle strength, sleep disturbances, and depression. Patients will be tested at baseline (after the first cycle of chemotherapy) with questionnaires and exercise testing (symptom-limited treadmill testing with respiratory gas analysis, isokinetic muscle testing, and DEXA) and again after 3 months. The intervention includes the Pro-self Fatigue program, which is a written fatigue teaching guide that is designed to increase knowledge about the incidence, timing, and reported symptoms of fatigue with strategies to deal with fatigue. The exercise training is an individualized program of independent walking and/or cycling plus muscle strengthening, with regular phone contact by the exercise specialist to assure adherence, assess progress, and adjust the prescription as needed. This pilot study will provide valuable information on feasibility of exercise training during chemotherapy, and data for determining sample size in a subsequent clinical randomized trial.